+1,110.0%
UPRO vs KIM
+63.0%
+1,047.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | +9.7% | -0.7% | +10.3% | +10.3% |
| 30D | -9.8% | +13.4% | -23.2% | -18.8% |
| 3M | -9.1% | +6.5% | -15.6% | -14.1% |
| 6M | +0.9% | +10.6% | -9.7% | -8.7% |
| YTD | +21.9% | +29.9% | -8.0% | -3.9% |
| 1Y | +19.8% | +29.6% | -9.8% | -5.4% |
| 3Y | +227.4% | +64.1% | +163.3% | +114.8% |
| 5Y | +100.1% | +35.3% | +64.8% | +63.3% |
| All | +1,110.0% | +63.0% | +1,047.0% | +624.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling